+11.7%
D vs LTH
+160.9%
-149.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | -2.6% | -4.6% | +2.0% | -2.3% |
| 3M | 0.0% | +32.8% | -32.8% | -2.2% |
| 6M | +7.4% | +64.6% | -57.3% | +2.9% |
| YTD | +15.9% | +62.6% | -46.8% | +11.0% |
| 1Y | +18.1% | +49.9% | -31.8% | +13.9% |
| 3Y | +58.4% | +151.3% | -93.0% | +43.1% |
| All | +11.7% | +160.9% | -149.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling